Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Christophe Dutang"'
Publikováno v:
Journal of Statistical Software, Vol 103, Pp 1-22 (2022)
Actuaries model insurance claim amounts using heavy tailed probability distributions. They routinely need to evaluate quantities related to these distributions such as quantiles in the far right tail, moments or limited moments. Furthermore, actuarie
Externí odkaz:
https://doaj.org/article/e1e9202b521247cb98517437818e1926
Publikováno v:
Journal of Statistical Software, Vol 64, Iss 1, Pp 1-34 (2015)
The package fitdistrplus provides functions for fitting univariate distributions to different types of data (continuous censored or non-censored data and discrete data) and allowing different estimation methods (maximum likelihood, moment matching, q
Externí odkaz:
https://doaj.org/article/73627e129e0f4e569e5251d7c79b3ee9
Publikováno v:
Journal of Statistical Software, Vol 25, Iss 7 (2008)
actuar is a package providing additional Actuarial Science functionality to the R statistical system. The project was launched in 2005 and the package is available on the Comprehensive R Archive Network since February 2006. The current version of the
Externí odkaz:
https://doaj.org/article/6247df23205e450aadac9b6edab907c8
Publikováno v:
Communications in Statistics - Simulation and Computation. :1-17
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d5f32d8c1663651ce0e6f210cc24730d
https://doi.org/10.1080/03610918.2022.2076870
https://doi.org/10.1080/03610918.2022.2076870
In the last three decades, neural networks have evolved from an academic topic to a common scientific computing tool. CRAN currently hosts around 80 packages (May 2020) that involve neural network modeling; some offering more than one algorithm. Howe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::12d128a8054d6fc37e4841ea6184ac89
Autor:
Quentin Guibert, Christophe Dutang
Publikováno v:
Statistics and Computing
Statistics and Computing, Springer Verlag (Germany), 2021, 32 (1), ⟨10.1007/s11222-021-10059-x⟩
Statistics and Computing, Springer Verlag (Germany), 2021, 32 (1), ⟨10.1007/s11222-021-10059-x⟩
International audience; Classification and regression trees (CART) prove to be a true alternative to full parametric models such as linear models (LM) and generalized linear models (GLM). Although CART suffer from a biased variable selection issue, t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::66998ee28d212166ba9a1e4a736a4272
https://hal.archives-ouvertes.fr/hal-03448250/file/GLM-tree-forest.pdf
https://hal.archives-ouvertes.fr/hal-03448250/file/GLM-tree-forest.pdf
Publikováno v:
Methodology and Computing in Applied Probability
Methodology and Computing in Applied Probability, Springer Verlag, 2021, ⟨10.1007/s11009-021-09906-1⟩
Methodology and Computing in Applied Probability, Springer Verlag, 2021, ⟨10.1007/s11009-021-09906-1⟩
In this paper, we extend the non-cooperative one-period game of Dutang et al. (Journal of Operational Research 231(3):702–711, 2013) to model a non-life insurance market over several periods by considering the repeated (one-period) game. Using Mark
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b529a3575638de8d1c79a1aa64060985
https://hal.archives-ouvertes.fr/hal-03448339
https://hal.archives-ouvertes.fr/hal-03448339
Publikováno v:
The R Journal
The R Journal, R Foundation for Statistical Computing, 2021, 13 (1), pp.366. ⟨10.32614/RJ-2021-044⟩
The R Journal, R Foundation for Statistical Computing, 2021, 13 (1), pp.366. ⟨10.32614/RJ-2021-044⟩
International audience
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0b59c67d679c4e3561f3a50b9983eee8
https://hal.archives-ouvertes.fr/hal-03452455
https://hal.archives-ouvertes.fr/hal-03452455
Publikováno v:
Annals of Actuarial Science. 15:205-206
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a75d23e3f7fd1d429cde1e9df9ec46cf
https://doi.org/10.1017/s174849952100018x
https://doi.org/10.1017/s174849952100018x
Publikováno v:
Computational Statistics
Computational Statistics, Springer Verlag, In press, ⟨10.1007/s00180-019-00918-7⟩
Computational Statistics, Springer Verlag, In press, ⟨10.1007/s00180-019-00918-7⟩
International audience; Generalized Linear Models with categorical explanatory variables are considered and parameters of the model are estimated with an original exact maximum likelihood method. The existence of a sequence of maximum likelihood esti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f0c77c42cf05870a0e9b9623cc953367
https://hal.archives-ouvertes.fr/hal-01781504v3/document
https://hal.archives-ouvertes.fr/hal-01781504v3/document